Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.553 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47429.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46031.56 Kr¶

PnL: ---------------------------------------> -857.01 Kr¶

DD now: ---------------------------------> -2.468 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 14:04:30.339045'

Anic Portfolio¶

Today¶

Return: 0.253 %¶

This Week¶

Return: -1.009 %¶

Total¶

Return: 55.272 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 -0.810000 784.400000 111.400000 16.550000 673.000000
Nordea Bank Abp 29 0.980000 3517.700000 63.700000 1.840000 3453.999992
MedCap 2 1.080000 468.000000 47.000000 11.160000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.770000 400.600000 45.600000 12.850000 355.000000
SAAB B 8 -0.880000 3412.800000 35.800000 1.060000 3377.000000
Boozt 12 1.080000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 1.480000 602.580000 28.580000 4.980000 573.999998
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
Swedbank A 3 1.750000 585.900000 21.900000 3.880000 564.000000
AcadeMedia 12 -0.120000 577.920000 20.920000 3.760000 557.000004
Intrum 4 0.110000 545.400000 18.400000 3.490000 527.000000
Securitas B 6 1.400000 584.160000 14.160000 2.480000 570.000000
OEM International B 7 -0.900000 541.100000 13.100000 2.480000 527.999997
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.630000 253.200000 7.200000 2.930000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.520000 532.800000 0.800000 0.150000 532.000000
Handelsbanken A 5 0.510000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 0.330000 570.150000 -12.850000 -2.200000 582.999984
International Petroleum Corp. 5 3.620000 572.000000 -22.570000 -3.800000 594.565215
CTEK 13 -4.120000 508.820000 -25.180000 -4.720000 533.999999
Essity B 2 -0.620000 545.800000 -28.200000 -4.910000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -1.530000 545.560000 -67.440000 -11.000000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 2.130000 3689.000000 -122.000000 -3.200000 3810.999990
Beijer Electronics Group 26 -1.300000 2766.400000 -204.600000 -6.890000 2971.000006
OX2 18 1.020000 1432.800000 -231.200000 -13.890000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 -1.870000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46031.560000 -857.010000 -2.46832% 46888.564618

Updated:¶

'2023-01-27 14:04:43.432416'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶